Add to ORKGThis paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.dynamic panel data; Nickell bias; bias-correction
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
A bias correction estimator (BCE) for a dynamic panel data model with fixed effects is given, based ...
This article compares the performance of three recently proposed estimators for dynamic panel data m...
textabstractThis paper introduces two easy to calculate estimators with desirable properties for the...
It is well-known that maximum likelihood (ML) estimation of the autoregres-sive parameter of a dynam...
A computationally simple bias correction for linear dynamic panel data models is proposed and its as...
This paper is concerned with the estimation of the autoregressive parameter of dynamic panel data mo...
It is well known that the usual techniques for estimating random and fixed effects panel data models...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross sec...
This paper considers nonparametric estimation of autoregressive panel data models with fixed effects...
In this note we extend the method proposed in Bun and Carree (2006) to the more general PVARX(1) mod...
We use a Monte Carlo approach to investigate the performance of several different methods designed t...
2015-06-18Dynamic panel models has very wide economic application in labor economics, health economi...
By deriving the finite sample biases, this paper shows analytically why the system GMM estimator in ...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
A bias correction estimator (BCE) for a dynamic panel data model with fixed effects is given, based ...
This article compares the performance of three recently proposed estimators for dynamic panel data m...
textabstractThis paper introduces two easy to calculate estimators with desirable properties for the...
It is well-known that maximum likelihood (ML) estimation of the autoregres-sive parameter of a dynam...
A computationally simple bias correction for linear dynamic panel data models is proposed and its as...
This paper is concerned with the estimation of the autoregressive parameter of dynamic panel data mo...
It is well known that the usual techniques for estimating random and fixed effects panel data models...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross sec...
This paper considers nonparametric estimation of autoregressive panel data models with fixed effects...
In this note we extend the method proposed in Bun and Carree (2006) to the more general PVARX(1) mod...
We use a Monte Carlo approach to investigate the performance of several different methods designed t...
2015-06-18Dynamic panel models has very wide economic application in labor economics, health economi...
By deriving the finite sample biases, this paper shows analytically why the system GMM estimator in ...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
A bias correction estimator (BCE) for a dynamic panel data model with fixed effects is given, based ...
This article compares the performance of three recently proposed estimators for dynamic panel data m...